DZ Bank Call 520 M4I 21.06.2024
/ DE000DJ3F5N3
DZ Bank Call 520 M4I 21.06.2024/ DE000DJ3F5N3 /
| 2024-05-28 9:35:01 PM |
Chg.+0.004 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
+33.33% |
0.017
Bid Size: 5,000 |
0.047
Ask Size: 5,000 |
MASTERCARD INC.A DL-... |
520.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3F5N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
415.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.14 |
| Parity: |
-10.46 |
| Time value: |
0.10 |
| Break-even: |
521.00 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
30.34 |
| Spread abs.: |
0.09 |
| Spread %: |
900.00% |
| Delta: |
0.05 |
| Theta: |
-0.11 |
| Omega: |
19.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.013 |
| High: |
0.017 |
| Low: |
0.012 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-97.71% |
| YTD |
|
|
-92.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.012 |
| 1M High / 1M Low: |
0.080 |
0.012 |
| 6M High / 6M Low: |
0.830 |
0.012 |
| High (YTD): |
2024-03-21 |
0.830 |
| Low (YTD): |
2024-05-27 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.57% |
| Volatility 6M: |
|
281.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
